+296.4%
ARM vs LHX
+60.2%
+236.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.7% | +5.6% | +4.1% |
| 7D | +5.5% | -2.0% | +7.4% | +5.6% |
| 30D | -8.2% | -9.9% | +1.7% | -7.4% |
| 3M | -35.9% | -16.5% | -19.4% | -35.1% |
| 6M | +103.1% | -29.6% | +132.7% | +111.9% |
| YTD | +130.6% | -11.6% | +142.2% | +128.9% |
| 1Y | +86.1% | -4.1% | +90.2% | +81.1% |
| All | +296.4% | +60.2% | +236.2% | +251.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LHX.
Daily Out/Under-Performance
Portfolio return minus LHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LHX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded LHX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling